Due to sustained market volatility, MIAX Options will continue to use the Settlement Reference Price Opening Width and Valid and Priority Quote Width tables detailed in MIAX Regulatory Circular 2020-11 for opening the SPY August 21, 2020 options used in the July 22, 2020 SPIKES Special Settlement Auction.
Contact Trading Operations at TradingOperations@MIAXOptions.com or (609) 897-7302 with any questions regarding the SPIKES Settlement Process.
FTSE Mondo Visione Exchanges Index:
MIAX Options Exchange - SPIKES Special Settlement Auction Settlement Reference Price Opening Width And Valid And Priority Quote Width Tables Used In The July 22, 2020 SPIKES Special Settlement Auction
Date 20/07/2020